Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics"

Tong, Howell and Yang, Hailiang
(2001)
Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics".
Journal of the Royal Statistical Society B, 63
(2).
pp. 232-233.
ISSN 1369-7412